+31.8%
MCK vs FDX
+80.8%
-49.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | +1.7% | -2.5% | +4.3% | +1.8% |
| 30D | +3.6% | +3.8% | -0.2% | +3.5% |
| 3M | +20.1% | -1.3% | +21.4% | +20.1% |
| 6M | -7.0% | +5.0% | -12.0% | -7.6% |
| YTD | +11.0% | +39.6% | -28.6% | +7.0% |
| 1Y | +31.8% | +81.1% | -49.3% | +22.8% |
| All | +31.8% | +80.8% | -49.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling